Technical note -- cyclic variables and Markov decision processes

DOI10.1287/OPRE.2019.1913zbMATH Open1457.90169OpenAlexW3023485746MaRDI QIDQ3387965FDOQ3387965

Authors: Avery Haviv 

Publication date: 8 January 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2019.1913

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zbMATH Keywords

optimizationseasonalityeconometricseconomicsMarkov decision processmarketingMarkovcyclic variablesdynamic programming/optimal controlinfinite-horizon dynamic programminginfinite stateestimation/statistical techniquesstructural dynamic models

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
• Constrained optimization approaches to estimation of structural models
• Topological value iteration algorithms
• Valuing programs with deterministic and stochastic cycles

Cited In (1)

• Valuing programs with deterministic and stochastic cycles

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